Abstract. We solve the Poisson disorder problem when the delay is penalized exponentially. Our objective is to detect as quickly as possible the unobservable time of the change (or...
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
The interaction between slow calcium dynamics and voltage dynamics increases the processing capabilities of neurons. A proper understanding of this interaction has to take into ac...
Srikanth Ramaswamy, Fabiano Baroni, Pablo Varona, ...
We derive optimal filters on the sphere in the context of detecting compact objects embedded in a stochastic background process. The matched filter and the scale adaptive filter ar...
Jason D. McEwen, Michael P. Hobson, Anthony N. Las...
Stochastic process algebras have been proposed as compositional specification formalisms for performance models. In this paper, we describe a tool which aims at realising all bene...